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ソブリン債市場の気候リスク分析

• イールドブックのExcelアドインを通じて、300を超える気候、社会、ガバナンス関連のファクターについて、オンデマンドで気候リスクに関する透明性の高いポートフォリオ分析を実施
• ポートフォリオの現在のカーボン・フットプリント、温度の軌跡、2℃シナリオとのギャップの測定など、気候リスク調整後ポートフォリオおよびベンチマークの分析を実施
• ESGパフォーマンスのスナップショットを提供し、サステナビリティ・レーティングの決定要因を把握し、気候関連財務情報開示タスクフォース(TCFD)や責任投資原則(PRI)などの数多くの開示要件を満たす報告書を自動作成
Recorded Jul 16 2020 36 mins
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FTSE Russell 日本リレーションシップ・マネジメント責任者 売野隆一
Presentation preview: ソブリン債市場の気候リスク分析
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  • Sustainable Investing in Fixed Income portfolios: what do I need to know? Sep 9 2020 1:30 pm UTC 60 mins
    Sylvain Chateau, London Stock Exchange Group - Joshua Palmer, Willis Towers Watson - Hilary Norris, FTSE Russell
    We would like to invite you to attend our live webinar on integrating sustainable investing into fixed income investment strategies which will take place on 9 September 2020 at 2:30pm BST.

    Recently investors have been looking into how sustainable investing can be incorporated into Fixed Income asset allocations. However, there has not always been clear definition of how this can be done and what tools are available for integration.

    During this webinar we aim to discuss a number of key issues investors have experienced in the past, such as:

    • How does the sovereign ESG performance framework differ from corporate?
    • How to measure sustainable investment performance of multi asset/fixed income portfolios
    • The quantitative tools available for portfolio managers
    * How do we aggregate ESG performance at portfolio level?
    • How sustainable investment performance and materiality are connected

    Speakers:

    • Chair: Hilary Norris, Product Manager, Sustainable Investment, EMEA, FTSE Russell

    • Joshua Palmer, Fixed Income and ESG Research, Willis Towers Watson

    • Sylvain Chateau Co-Founder, Beyond Ratings and Global Head of SI Product Management, London Stock Exchange Group
  • JSE and FTSE Russell ESG webinar Sep 4 2020 8:00 am UTC 90 mins
    Leila Fourie, CEO (Johannesburg Stock Exchange), Rosie Donachie (London Stock Exchange Group), Aled Jones (FTSE Russell)
    FTSE Russell’s ESG Ratings and data model allows investors to understand a company’s exposure to, and management of, ESG issues in multiple dimensions.

    The ESG Ratings are comprised of an overall Rating that breaks down into underlying Pillar and Theme Exposures and Scores. The Pillars and Themes are built on over 300 individual indicator assessments that are applied to each company’s unique circumstances.

    With 19 years of history providing the FTSE4Good index series, FTSE Russell has developed an ESG framework that encompasses the Taskforce on Climate-Related Financial Disclosures (TCFD) guidelines and applied this framework to South African stocks.

    Join experts from FTSE Russell and the Johannesburg Stock Exchange (JSE) as they discuss:

    • the current South African and International ESG efforts,
    • the importance of ESG in investments,
    • FTSE Russell’s ESG Ratings and data model, and the Sustainable Investment Database, and JSE’s Sustainable Investment Database and the resultant scores.

    Speakers:
    • Leila Fourie, CEO, Johannesburg Stock Exchange
    • Rosie Donachie, Group Head of Government Relations and Regulatory Strategy, London Stock Exchange Group
    • Aled Jones, Director, head of sustainable investment product management - EMEA, FTSE Russell

    Moderator:
    Gary Rynhoud, head of FTSE Russell sales, MEA

    Read the FTSE Russell ESG Ratings and data model product overview here: https://research.ftserussell.com/products/downloads/ESG-ratings-overview.pdf
  • Global Market Outlook - 2020 and Beyond. For investors in the APAC region Sep 4 2020 6:00 am UTC 45 mins
    Philip Lawlor, managing director and head of Global Investment Research
    What markets are discounting and what are the tailwinds & headwinds to risk appetite?

    Join our webinar for an examination of the status of key global market drivers including the macroeconomic, liquidity, valuation, EPS and factor cycles to assess what is already discounted and what constitutes potential positive drivers and potential threats to risk appetite over the next few months.

    We will also consider the impact the forthcoming US Presidential election could have on investor sentiment.

    Key discussion points during this 30-minute global market outlook, will include:

    - What has driven US and EM equity outperformance?
    - Are we on the cusp of a ‘Stagflation’ scare?
    - Belief in the ‘Fed Put’ v fear of a ‘Liquidity trap’
    - Elevated valuations – how should they be interpreted?
    - Glimmers of hope in the profit cycle
    - US election risks

    *This webinar qualifies for 0.5 PL credit under the guidelines of the CFA Institute Professional Learning Program.
  • Global Market Outlook- 2020 and Beyond. For investors in the Americas Sep 2 2020 2:00 pm UTC 45 mins
    Philip Lawlor, managing director and head of Global Investment Research
    What markets are discounting and what are the tailwinds & headwinds to risk appetite?

    Join our webinar for an examination of the status of key global market drivers including the macroeconomic, liquidity, valuation, EPS and factor cycles to assess what is already discounted and what constitutes potential positive drivers and potential threats to risk appetite over the next few months.

    We will also consider the impact the forthcoming US Presidential election could have on investor sentiment.

    Key discussion points during this 30-minute global market outlook, will include:

    - What has driven US and EM equity outperformance?
    - Are we on the cusp of a ‘Stagflation’ scare?
    - Belief in the ‘Fed Put’ v fear of a ‘Liquidity trap’
    - Elevated valuations – how should they be interpreted?
    - Glimmers of hope in the profit cycle
    - US election risks
  • Global Market Outlook - 2020 and Beyond. For investors in EMEA Sep 2 2020 9:00 am UTC 45 mins
    Philip Lawlor, managing director and head of Global Investment Research
    What markets are discounting and what are the tailwinds & headwinds to risk appetite?

    Join our webinar for an examination of the status of key global market drivers including the macroeconomic, liquidity, valuation, EPS and factor cycles to assess what is already discounted and what constitutes potential positive drivers and potential threats to risk appetite over the next few months.

    We will also consider the impact the forthcoming US Presidential election could have on investor sentiment.

    Key discussion points during this 30-minute global market outlook, will include:

    - What has driven US and EM equity outperformance?
    - Are we on the cusp of a ‘Stagflation’ scare?
    - Belief in the ‘Fed Put’ v fear of a ‘Liquidity trap’
    - Elevated valuations – how should they be interpreted?
    - Glimmers of hope in the profit cycle
    - US election risks
  • Chinese bond market: Evolution and characteristics Recorded: Aug 11 2020 51 mins
    Jonathon Orr, CFA, and Jürgen Blumberg (Goldman Sachs Asset Management), Robin Marshall (FTSE Russell)
    Chinese financial markets have developed rapidly in recent years, both relative to the size of the domestic economy and the global economy.

    The Chinese government bond market has a market capitalization that now exceeds that of UK gilts and German Bunds. Reforms in Chinese financial markets, and inclusion of Chinese equities and bonds in major global indexes, have improved access to, and increased foreign participation in Chinese markets.

    In a recent research paper, FTSE Russell reviewed the transformation of this rising financial asset with a number of considerations, including:

    • Evolution and structure of the Chinese bond market
    • Relative performance of Chinese bonds versus other markets
    • Correlation of returns with other major markets
    • Impact of introduction into global bond indexes
    • Risks to the Chinese bond market

    Join experts from Goldman Sachs Asset Management and index provider FTSE Russell as they discuss the evolution and characteristics of the Chinese bond market, the FTSE Goldman Sachs China Government Bond Index and potential ways for investors to access it.

    Speakers:
    • Jonathon Orr, CFA, Fixed Income Portfolio Manager, Goldman Sachs Asset Management
    • Robin Marshall, Director of Fixed Income Research, FTSE Russell
    Moderator:
    • Jürgen Blumberg, Head of ETF Capital Markets EMEA, Goldman Sachs Asset Management

    In the meantime, you may be interested in reading FTSE Russell's research report: https://bit.ly/30ItLuN

    *** Please note that this webinar is addressed exclusively to investors in Europe and/or jurisdictions where Goldman Sachs Asset Management's products are approved for distribution. ***
  • Asset owner considerations of sustainable investment approaches Recorded: Aug 7 2020 2 mins
    FTSE Russell
    There has been a global rise in implementation and evaluation of SI considerations, with over 70 percent doing so globally in 2020.
  • Smart Sustainability: 2020 global survey findings from asset owners Recorded: Aug 7 2020 2 mins
    FTSE Russell
    Our annual survey of the market conducts in-depth research to better understand how the coming together of two trends—smart beta and sustainable investment—are perceived, considered and used by asset owners around the world.
  • Webinar - Agency RMBS Experimental Model Release August Update Recorded: Aug 5 2020 64 mins
    Hui Ding, Yield Book Mortgage Research and Joseph Reel, Citigroup, Inc.
    Yield Book will release the new Experimental Version (v99) of the agency prepayment model on August 3rd.

    Please join us on August 5th at 4:00 p.m. ET for a live webinar presentation with Q&A to find out the latest details on the model release update.

    The webinar will cover the following:
    •Default/buyout model update with announcements regarding forbearance and post-forbearance modification policy from GSEs and FHA incorporated
    •Primary/secondary spread model and base GNMA primary rate model update
    •Recalibration across collateral sectors and attributes with recent factors incorporated
    •Upcoming model release schedules

    Presented by: Hui Ding, Director, Senior Agency RMBS Prepayment Modeler, Yield Book Mortgage Research and Joseph Reel, Managing Director, MQA Mortgage Analysis, Citigroup, Inc. Moderated by Barry Pavel, Lead, Relationship Management, Index & Analytics, Americas
  • Introducing Digital Assets to Institutional Infrastructure Recorded: Jul 28 2020 40 mins
    Laura Stanley - SEDOL senior product manager, London Stock Exchange Group; Erin Friez - COO, DIgital Asset Research
    SEDOL expansion and the evolution of the digital economy
  • European listed real estate: Impact of the COVID-19 crisis Recorded: Jul 22 2020 46 mins
    Lloyd Barton (Oxford Economics), Dilek Pekdemir (EPRA), Catherine Yoshimoto (FTSE Russell)
    FTSE Russell is joined by special guest Oxford Economics’ Head of global trade services, Lloyd Barton to examine the current and potential future state of the European listed real estate sector.

    During this webinar, Lloyd Barton (Oxford Economics) and Dilek Pekdemir (EPRA) will elaborate on the findings of a recently published research paper (download here:https://bit.ly/3iOZhQ0):

    • Why the sector is trading at a discount to net asset value (NAV)
    • Output losses will be significantly greater than during the global financial crisis over a one-year timeframe. This has negative implications for the performance of property assets that underpin listed real estate prices
    • The knock-on impact to employment and incomes from the crisis will also influence the near-term outlook for the performance of listed real estate companies with exposure to residential property.

    Speakers:
    • Guest expert: Lloyd Barton, Head of global trade services, Oxford Economics
    • Speaker: Dilek Pekdemir, PhD, Research manager, EPRA (European Public Real Estate Association)
    • Moderator: Catherine Yoshimoto, Director, Product management, FTSE Russell

    In the meantime, you may be interested in reading Oxford Economics and EPRA's research report: https://bit.ly/3iOZhQ0
  • Rates Redux: the only way is up? Recorded: Jul 21 2020 40 mins
    Robin Marshall (FTSE Russell), Jayni Kosoff (FTSE Russell), Simeon Hyman (ProShares)
    Credit market analysis and scenarios for FTSE Rate Hedged Indexes

    Quantitative easing, including first-time high yield buying. Protection against credit default risk. Low, range-bound rates. Join the experts from FTSE Russell and ProShares to better understand fixed income market scenarios and the value of a rate hedge.

    The broadening of central bank QE to credit has driven strong credit market returns, even if many challenges remain for policy-makers. FTSE Russell and ProShares are thinking about the Fed, rates and credit spreads. Talk to the experts to unravel what’s happening now and take a deeper look at rate hedged indexes and ETFs in this environment.

    A robust discussion on the fixed income markets will be followed by a look at how index construction can drive performance in different market scenarios. ProShares will discuss the ETFs that track these indexes and their potential value in the current market.

    Join our presenters:
    • Robin Marshall – Director of Fixed Income Research, Global Market Research FTSE Russell
    • Jayni Kosoff – Managing Director, Head of Fixed Income ETP Strategy, FTSE Russell
    • Simeon Hyman, CFA – Head of Investment Strategy, ProShares

    ***Please note that this webinar is addressed exclusively to investors in the US and/or jurisdictions where ProShares’ products are approved for distribution.***
  • How has Covid-19 affected factor performance and valuations? (Americas timezone) Recorded: Jul 16 2020 23 mins
    Philip Lawlor, MD and Head of Global Investment Research & Marlies van Boven, Head of Global Investment Research, EMEA
    Join our Global Investment Research webinar for analysis and examination of Factor Performance across the globe and the long term shift in Factor Valuations.

    Our presenters from the Global Investment Research team, will address key developments and questions including:

    • What rotation has there been in factors through the period of COVID-19 volatility?

    • What has happened to the valuation of factors in both absolute and relative terms?

    • What is driving the divergence in performance between Quality and Value stocks across regions?

    They will draw upon data and analysis from our Market Maps “Factor Indicator” quarterly report, to help inform their discussions.

    CPD Certified: 0.5 CE Credit
  • Factor Performance across the globe and the long term shift in Factor Valuations Recorded: Jul 16 2020 22 mins
    Philip Lawlor, MD and Head of Global Investment Research & Marlies van Boven, Head of Global Investment Research, EMEA
    Join our Global Investment Research webinar for analysis and examination of Factor Performance across the globe and the long term shift in Factor Valuations.

    Our presenters from the Global Investment Research team, will address key developments and questions including:

    • What rotation has there been in factors through the period of COVID-19 volatility?

    • What has happened to the valuation of factors in both absolute and relative terms?

    • What is driving the divergence in performance between Quality and Value stocks across regions?

    They will draw upon data and analysis from our Market Maps “Factor Indicator” quarterly report, to help inform their discussions.

    CPD Certified: 0.5 CE Credit
  • How has Covid-19 affected factor performance and valuations? (APAC timezone) Recorded: Jul 16 2020 23 mins
    Philip Lawlor, MD and Head of Global Investment Research and Marlies van Boven, Head of Global Investment Research, EMEA
    Join our Global Investment Research webinar for analysis and examination of Factor Performance across the globe and the long term shift in Factor Valuations.

    Our presenters from the Global Investment Research team, will address key developments and questions including:

    • What rotation has there been in factors through the period of COVID-19 volatility?

    • What has happened to the valuation of factors in both absolute and relative terms?

    • What is driving the divergence in performance between Quality and Value stocks across regions?

    They will draw upon data and analysis from our Market Maps “Factor Indicator” quarterly report, to help inform their discussions.

    CPD Certified: 0.5 CE Credit
  • ソブリン債市場の気候リスク分析 Recorded: Jul 16 2020 36 mins
    FTSE Russell 日本リレーションシップ・マネジメント責任者 売野隆一
    • イールドブックのExcelアドインを通じて、300を超える気候、社会、ガバナンス関連のファクターについて、オンデマンドで気候リスクに関する透明性の高いポートフォリオ分析を実施
    • ポートフォリオの現在のカーボン・フットプリント、温度の軌跡、2℃シナリオとのギャップの測定など、気候リスク調整後ポートフォリオおよびベンチマークの分析を実施
    • ESGパフォーマンスのスナップショットを提供し、サステナビリティ・レーティングの決定要因を把握し、気候関連財務情報開示タスクフォース(TCFD)や責任投資原則(PRI)などの数多くの開示要件を満たす報告書を自動作成
  • Global Fixed Income - Looking through the apocalypse Recorded: Jul 15 2020 30 mins
    Robin Marshall, director of fixed income research, Global Investment Research, FTSE Russell
    Risk rally, or risky rally?. Join our quarterly fixed income webinar to get expert insights into the global bond markets post-lockdown and beyond.

    Robin Marshall, director of fixed income research, Global Investment Research will address key developments across conventional, inflation-linked, corporate and MBS indexes, and markets, including:

    -Is the key message from the Great Lockdown, don’t fight the Fed...

    …or have central banks only won the first battle in a long war against recession and deflation?

    Is the credit market pricing default risk accurately, given the depth of the recession?

    Does the persistence of ultra-low govt. yields, despite the risk rally, suggest transition to lower trend growth rates?

    Is helicopter money inevitable?

    Robin will draw upon data and analysis from our Market Maps Fixed Income Insight report to inform his discussion, and assessments.
  • Global Fixed Income - Looking through the apocalypse. For investors in APAC Recorded: Jul 15 2020 30 mins
    Robin Marshall, director of fixed income research, Global Investment Research, FTSE Russell
    Risk rally, or risky rally?.Join our quarterly fixed income webinar to get expert insights into the global bond markets post-lockdown and beyond.

    Robin Marshall, director of fixed income research, Global Investment Research will address key developments across conventional, inflation-linked, corporate and MBS indexes, and markets, including:

    - Is the key message from the Great Lockdown, don’t fight the Fed...

    …or have central banks only won the first battle in a long war against recession and deflation?

    - Is the credit market pricing default risk accurately, given the depth of the recession?

    - Does the persistence of ultra-low govt. yields, despite the risk rally, suggest transition to lower trend growth rates?

    - Is helicopter money inevitable?

    Robin will draw upon data and analysis from our Market Maps Fixed Income Insight report to inform his discussion, and assessments.

    *This webinar qualifies for 0.5 PL credit under the guidelines of the CFA Institute Professional Learning Program.
  • Canadian Fixed Income Insight – introducing report content Recorded: Jul 14 2020 30 mins
    Robin Marshall (FTSE Russell), Mark Raes, CFA, MBA (BMO)
    Hear from both BMO and FTSE Russell as BMO launches its bespoke monthly Canadian Fixed Income report

    FTSE Russell and BMO Global Asset Management are pleased to join forces for a webinar launching a new co-branded monthly report from BMO providing timely commentary and data on BMO fixed income ETFs and the broad Canadian Fixed Income market.

    Robin Marshall, Director of Fixed Income Research, FTSE Russell, and author of the new report, will be joined by Mark Raes, Head of Product Management, BMO ETFs to discuss:
    • Key developments in the Canadian bond market post-lockdown including QE and the Canadian credit conundrum
    • Shifts in yields, spreads and curves across Canadian government and corporate indexes
    • Analysis of key macro-economic drivers and market performance
    • Insights into the Institutional use of Fixed Income ETFs

    Join the conversation:
    • Robin Marshall – Director of Fixed Income Research, Global Market Research, FTSE Russell
    • Mark Raes, CFA, MBA – Head of Product Management & ETF Business Development, BMO Global Asset Management
  • Global Fixed Income - Looking through the Apocalypse. Americas timezone Recorded: Jul 14 2020 30 mins
    Robin Marshall, director of fixed income research, Global Investment Research, FTSE Russell
    Risk rally, or risky rally?. Join our quarterly fixed income webinar to get expert insights into the global bond markets post-lockdown and beyond.

    Robin Marshall, director of fixed income research, Global Investment Research will address key developments across conventional, inflation-linked, corporate and MBS indexes, and markets, including:

    - Is the key message from the Great Lockdown, don’t fight the Fed...

    …or have central banks only won the first battle in a long war against recession and deflation?

    - Is the credit market pricing default risk accurately, given the depth of the recession?

    - Does the persistence of ultra-low govt. yields, despite the risk rally, suggest transition to lower trend growth rates?

    - Is helicopter money inevitable?

    Robin will draw upon data and analysis from our Market Maps Fixed Income Insight report to inform his discussion, and assessments.
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  • Title: ソブリン債市場の気候リスク分析
  • Live at: Jul 16 2020 1:00 am
  • Presented by: FTSE Russell 日本リレーションシップ・マネジメント責任者 売野隆一
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